Python Portfolio-optimization Resources

DABO: Data Augmentation with Bilevel Optimization [Paper] The goal is to automatically learn an efficient data augmentation regime for image classific

AutoOED is an optimal experiment design platform powered with automated machine learning to accelerate the discovery of optimal solutions. Our platform solves multi-objective optimization problems and automatically guides the design of experiment to be evaluated.

This open source Python library provide several solvers for optimization problems related to Optimal Transport for signal, image processing and machine learning.

This is the original implementation of our paper, A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem (arXiv:1706.1

qtrader Reinforcement Learning for Portfolio Management Why Reinforcement Learning? Learns the optimal action, rather than models the market. Adaptive

This repository provides a script and recipe to run the highly optimized transformer-based encoder and decoder component, and it is tested and maintained by NVIDIA.

The mljar-supervised is an Automated Machine Learning Python package that works with tabular data. I

scikit-opt Swarm Intelligence in Python (Genetic Algorithm, Particle Swarm Optimization, Simulated Annealing, Ant Colony Algorithm, Immune Algorithm,A

torch-optimizer torch-optimizer -- collection of optimizers for PyTorch compatible with optim module. Simple example import torch_optimizer as optim

DeepSpeed is a deep learning optimization library that makes distributed training easy, efficient, and effective. 10x Larger Models 10x Faster Trainin

Ray provides a simple, universal API for building distributed applications. Ray is packaged with the following libraries for accelerating machine lear

TF Quant Finance: TensorFlow based Quant Finance Library Table of contents Introduction Installation TensorFlow training Development roadmap Examples

pyfolio pyfolio is a Python library for performance and risk analysis of financial portfolios developed by Quantopian Inc. It works well with the Zipl

Open-L2O This repository establishes the first comprehensive benchmark efforts of existing learning to optimize (L2O) approaches on a number of proble

Summit Summit is a set of tools for optimising chemical processes. We’ve started by targeting reactions. What is Summit? Currently, reaction optimisat

Enjoy-Hamburger 🍔 Official implementation of Hamburger, Is Attention Better Than Matrix Decomposition? (ICLR 2021) Under construction. Introduction T

MathOptInterface Documentation Build Status Social An abstraction layer for mathematical optimization solvers. Replaces MathProgBase. Citing MathOptIn

Trafalgar Python library to make development of portfolio analysis faster and easier Installation 🔥 For the moment, Trafalgar is still in beta develo

NLopt is a library for nonlinear local and global optimization, for functions with and without gradient information. It is designed as a simple, unifi

Hyperparameter Optimization for Keras Talos • Key Features • Examples • Install • Support • Docs • Issues • License • Download Talos radically changes

POT: Python Optimal Transport This open source Python library provide several solvers for optimization problems related to Optimal Transport for signa

Note: This package is for use with GPFlow 1. For Bayesian optimization using GPFlow 2 please see Trieste, a joint effort with Secondmind. GPflowOpt GP

Platypus What is Platypus? Platypus is a framework for evolutionary computing in Python with a focus on multiobjective evolutionary algorithms (MOEAs)

PySwarms is an extensible research toolkit for particle swarm optimization (PSO) in Python. It is intended for swarm intelligence researchers, practit

Solid is a Python framework for gradient-free optimization. It contains basic versions of many of the most common optimization algorithms that do not

Scikit-Optimize Scikit-Optimize, or skopt, is a simple and efficient library to minimize (very) expensive and noisy black-box functions. It implements

SafeOpt - Safe Bayesian Optimization This code implements an adapted version of the safe, Bayesian optimization algorithm, SafeOpt [1], [2]. It also p

Bayesian Optimization Pure Python implementation of bayesian global optimization with gaussian processes. PyPI (pip): $ pip install bayesian-optimizat

hyperopt-sklearn Hyperopt-sklearn is Hyperopt-based model selection among machine learning algorithms in scikit-learn. See how to use hyperopt-sklearn

Hyperopt: Distributed Hyperparameter Optimization Hyperopt is a Python library for serial and parallel optimization over awkward search spaces, which

Optunity is a library containing various optimizers for hyperparameter tuning. Hyperparameter tuning is a recurrent problem in many machine learning t

SMAC v3 Project Copyright (C) 2016-2018 AutoML Group Attention: This package is a reimplementation of the original SMAC tool (see reference below). Ho

BoTorch is a library for Bayesian Optimization built on PyTorch. BoTorch is currently in beta and under active development! Why BoTorch ? BoTorch Prov

monkeys "If an army of monkeys were strumming on typewriters they might write all the books in the British Museum." monkeys is a framework designed to

This project is now archived. It's been fun working on it, but it's time for me to move on. Thank you for all the support and feedback over the last c

MLBox is a powerful Automated Machine Learning python library. It provides the following features: Fast reading and distributed data preprocessing/cle

auto-sklearn auto-sklearn is an automated machine learning toolkit and a drop-in replacement for a scikit-learn estimator. Find the documentation here

Master status: Development status: Package information: TPOT stands for Tree-based Pipeline Optimization Tool. Consider TPOT your Data Science Assista

Operating system Build Status Linux/Mac Windows tick tick is a Python 3 module for statistical learning, with a particular emphasis on time-dependent

[Due to the time taken @ uni, work + hell breaking loose in my life, since things have calmed down a bit, will continue commiting!!!] [By the way, I'm

Modular Active Learning framework for Python3 Page contents Introduction Active learning from bird's-eye view modAL in action From zero to one in a fe

Optimization for Oriented Object Detection via Representation Invariance Loss By Qi Ming, Zhiqiang Zhou, Lingjuan Miao, Xue Yang, and Yunpeng Dong. Th

MazeRL is an application oriented Deep Reinforcement Learning (RL) framework, addressing real-world decision problems. Our vision is to cover the complete development life cycle of RL applications ranging from simulation engineering up to agent development, training and deployment.

A command line stock market / portfolio tracker originally insipred by Ericm's Stonks program, featuring unicode for incredibly high detailed graphs even in a terminal.

ec2-spot-converter This tool converts existing AWS EC2 instances back and forth between On-Demand and 'persistent' Spot billing models while preservin

UltraOpt : Distributed Asynchronous Hyperparameter Optimization better than HyperOpt. UltraOpt is a simple and efficient library to minimize expensive

Animating the Optimization Trajectory of Neural Nets loss-landscape-anim lets you create animated optimization path in a 2D slice of the loss landscap

Portfolio A minimalist file manager for those who want to use Linux mobile devices. Usage Tap to activate and press to select, to browse, open, copy,

Opytimizer: A Nature-Inspired Python Optimizer Welcome to Opytimizer. Did you ever reach a bottleneck in your computational experiments? Are you tired

Determined: Deep Learning Training Platform Determined is an open-source deep learning training platform that makes building models fast and easy. Det

MLJAR Automated Machine Learning Documentation: https://supervised.mljar.com/ Source Code: https://github.com/mljar/mljar-supervised Table of Contents

BayesO: A Bayesian optimization framework in Python Simple, but essential Bayesian optimization package. http://bayeso.org Online documentation Instal

Neuraxle Pipelines Code Machine Learning Pipelines - The Right Way. Neuraxle is a Machine Learning (ML) library for building machine learning pipeline

MiraiML Mirai: future in japanese. MiraiML is an asynchronous engine for continuous & autonomous machine learning, built for real-time usage. Usage In

Modular Active Learning framework for Python3 Page contents Introduction Active learning from bird's-eye view modAL in action From zero to one in a fe

Xcessiv Xcessiv is a tool to help you create the biggest, craziest, and most excessive stacked ensembles you can think of. Stacked ensembles are simpl

Master status: Development status: Package information: TPOT stands for Tree-based Pipeline Optimization Tool. Consider TPOT your Data Science Assista

Spearmint Spearmint is a software package to perform Bayesian optimization. The Software is designed to automatically run experiments (thus the code n

auto_ml Automated machine learning for production and analytics Installation pip install auto_ml Getting started from auto_ml import Predictor from au

scikit-opt Swarm Intelligence in Python (Genetic Algorithm, Particle Swarm Optimization, Simulated Annealing, Ant Colony Algorithm, Immune Algorithm,A

Ray provides a simple, universal API for building distributed applications. Ray is packaged with the following libraries for accelerating machine lear